Extrapolation, interpolation and smoothing of stationary time series. Norbert Wiener

Extrapolation, interpolation and smoothing of stationary time series



Download Extrapolation, interpolation and smoothing of stationary time series



Extrapolation, interpolation and smoothing of stationary time series Norbert Wiener ebook djvu
Publisher: The MIT Press
Language: English
Page: 170
ISBN: 0262730057, 9780262730051

It has been the opinion of many that Wiener will be remembered for his Extrapolation long after Cybernetics is forgotten. Indeed few computer-science students would know today what cybernetics is all about, while every communication student knows what Wiener's filter is. The work was circulated as a classified memorandum in 1942, as it was connected with sensitive war-time efforts to improve radar communication. This book became the basis for modern communication theory, by a scientist considered one of the founders of the field of artifical intelligence. Combining ideas from statistics and time-series analysis, Wiener used Gauss's method of shaping the characteristic of a detector to allow for the maximal recognition of signals in the presence of noise. This method came to be known as the "Wiener filter."



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